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A comparative analysis of machine learning models for forecasting JSE Stock Returns
This study examines the application of machine learning models to predict the cross-section of Johannesburg Stock Exchange (JSE)- listed share returns. Four models are developed and compared using monthly data from 2005 to 2021: neural networks, random forest, long short- term memory (LSTM) networks...
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| Format: | Thesis |
| Language: | English English |
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Department of Finance and Tax
2026
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